Hi,
i have this Problem many Times! My System runs on Vista 64bit, but all so you can have this Problems with XP!
I have found an Patch for the SH3.exe. Maybe someone knows it:
http://www.ntcore.com/4gb_patch.php
Download it, and try it out! Since i used this patch i have no Issuses more!
Forgive me my bad English please!